version 2.5.5

DESCRIPTION

@@ -1,8 +1,8 @@
 Package: smooth
 Type: Package
 Title: Forecasting Using State Space Models
-Version: 2.5.4
-Date: 2019-10-22
+Version: 2.5.5
+Date: 2020-02-08
 Authors@R: person("Ivan", "Svetunkov", email = "ivan@svetunkov.ru", role = c("aut", "cre"),
                   comment="Lecturer at Centre for Marketing Analytics and Forecasting, Lancaster University, UK")
 URL: https://github.com/config-i1/smooth
@@ -23,12 +23,12 @@ Imports: Rcpp (>= 0.12.3), stats, graphics, forecast (>= 7.0), nloptr,
 LinkingTo: Rcpp, RcppArmadillo (>= 0.8.100.0.0)
 Suggests: Mcomp, numDeriv, testthat, knitr, rmarkdown
 VignetteBuilder: knitr
-RoxygenNote: 6.1.1
+RoxygenNote: 7.0.2
 Encoding: UTF-8
 NeedsCompilation: yes
-Packaged: 2019-10-21 23:05:59 UTC; config
+Packaged: 2020-02-08 18:31:58 UTC; config
 Author: Ivan Svetunkov [aut, cre] (Lecturer at Centre for Marketing Analytics
     and Forecasting, Lancaster University, UK)
 Maintainer: Ivan Svetunkov <ivan@svetunkov.ru>
 Repository: CRAN
-Date/Publication: 2019-10-22 16:50:02 UTC
+Date/Publication: 2020-02-08 19:20:02 UTC

MD5

@@ -1,24 +1,25 @@
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-1799da829fb32a408fc4351ad888c2f0 *NAMESPACE
-6a2f64a24c2dc2d8711caa9b9d3656b2 *NEWS
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@@ -28,79 +29,81 @@ e5629697c68011cc3d6177c3a239c6ba *R/simves.R
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 18dd9cf3832991d348d2af8ab503363a *R/vssFunctions.R
 3113d776d98ddd16e1ee1c7cfe5ba513 *R/zzz.R
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-0bed3336877e918ead66d79ba752cfe1 *man/viss.Rd
+500e362c9af5bdc156e5d00128ae1816 *man/ssarima.Rd
+dff57371303cf8e65fdbec5239e59ca6 *man/ves.Rd
+4f1c3c4ede7369b0435ad6c20cb7cf1a *man/viss.Rd
 9859afefaf6500832d7469cadbbb28c8 *src/Makevars
 a6850c2998c396b505104b800670480e *src/Makevars.win
 d736b0ac3c57296a62ff17c520142d0c *src/RcppExports.cpp
 9fb0915a4e7ffe192150808e5e890c69 *src/registerDynamicSymbol.c
-d8c29fb21f816537b9c793ce9403db95 *src/ssGeneral.cpp
+085d1613461e15fd97decfef15b62fb0 *src/ssGeneral.cpp
 1ff530213052894349cca6864ef67a38 *src/ssGeneral.h
 d31b1c1655ca634aa87e441089f7ea61 *src/ssOccurrence.cpp
 cccddc1650403630c1f85f6bc9a2ac63 *src/ssSimulator.cpp
@@ -118,10 +121,10 @@ d4f5ec1266499c5b0feae1b6fc4e8390 *tests/testthat/test_simulate.R
 75d528e227579a8662d15950b92d6d55 *vignettes/es.Rmd
 c757d7f4971db027d931c0543d77f79b *vignettes/gum.Rmd
 d5c5cdaf1dcb23ce35182bc1d846ef63 *vignettes/library.bib
-f0560360e70eff964c7e818a38f0a5eb *vignettes/oes.Rmd
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 7a6cd5f84b090d58c565b781c2801327 *vignettes/sma.Rmd
 f2be0cff7be52faff06f2a377333a8c6 *vignettes/smooth-Documentation.pdf
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-3033ecc24af0b53c65632e0838b4a059 *vignettes/ssarima.Rmd
+3d2b7198ea10387a00845edbe8a36b3d *vignettes/smooth.Rmd
+d9eb0e9e17b266502d596e225a3962cf *vignettes/ssarima.Rmd
 449246ef10cdc217c4fffb69ee049d38 *vignettes/ves.Rmd

NAMESPACE

@@ -5,22 +5,28 @@ S3method(AICc,vsmooth)
 S3method(BICc,smooth)
 S3method(BICc,vsmooth)
 S3method(actuals,iss)
+S3method(actuals,msdecompose)
 S3method(actuals,smooth)
 S3method(actuals,smooth.forecast)
 S3method(coef,smooth)
 S3method(coef,vsmooth)
 S3method(covar,default)
 S3method(covar,smooth)
 S3method(errorType,iss)
+S3method(errorType,msdecompose)
 S3method(errorType,smooth)
 S3method(errorType,smooth.sim)
+S3method(fitted,msdecompose)
 S3method(fitted,smooth)
+S3method(fitted,smooth.forecast)
+S3method(forecast,msdecompose)
 S3method(forecast,oes)
 S3method(forecast,smooth)
 S3method(lags,Arima)
 S3method(lags,ar)
 S3method(lags,default)
 S3method(lags,ets)
+S3method(lags,msdecompose)
 S3method(lags,smooth)
 S3method(lags,smooth.sim)
 S3method(logLik,iss)
@@ -38,25 +44,28 @@ S3method(modelName,smooth)
 S3method(modelType,default)
 S3method(modelType,ets)
 S3method(modelType,iss)
+S3method(modelType,msdecompose)
 S3method(modelType,oesg)
 S3method(modelType,smooth)
 S3method(modelType,smooth.sim)
 S3method(modelType,vsmooth)
 S3method(nobs,iss)
+S3method(nobs,msdecompose)
 S3method(nobs,smooth)
 S3method(nobs,smooth.sim)
 S3method(nobs,viss)
 S3method(nobs,vsmooth)
 S3method(nparam,iss)
+S3method(nparam,msdecompose)
 S3method(nparam,smooth)
 S3method(nparam,viss)
 S3method(orders,Arima)
 S3method(orders,ar)
 S3method(orders,default)
 S3method(orders,smooth)
 S3method(orders,smooth.sim)
-S3method(plot,iss)
-S3method(plot,oes)
+S3method(plot,msdecompose)
+S3method(plot,oesg)
 S3method(plot,smooth)
 S3method(plot,smooth.forecast)
 S3method(plot,smooth.sim)
@@ -67,12 +76,17 @@ S3method(pls,default)
 S3method(pls,smooth)
 S3method(pointLik,smooth)
 S3method(print,iss)
+S3method(print,msdecompose)
 S3method(print,oes)
 S3method(print,smooth)
 S3method(print,smooth.forecast)
 S3method(print,smooth.sim)
 S3method(print,viss)
 S3method(print,vsmooth)
+S3method(residuals,msdecompose)
+S3method(residuals,smooth)
+S3method(rstandard,smooth)
+S3method(rstudent,smooth)
 S3method(sigma,smooth)
 S3method(sigma,smooth.sim)
 S3method(sigma,vsmooth)
@@ -97,6 +111,8 @@ export(ges)
 export(gum)
 export(is.iss)
 export(is.msarima)
+export(is.msdecompose)
+export(is.msdecompose.forecast)
 export(is.oes)
 export(is.oesg)
 export(is.smooth)
@@ -111,6 +127,7 @@ export(lags)
 export(modelName)
 export(modelType)
 export(msarima)
+export(msdecompose)
 export(oes)
 export(oesg)
 export(orders)
@@ -131,6 +148,9 @@ import(Rcpp)
 import(zoo)
 importFrom(forecast,forecast)
 importFrom(forecast,is.ets)
+importFrom(forecast,ma)
+importFrom(grDevices,dev.interactive)
+importFrom(grDevices,devAskNewPage)
 importFrom(graphics,abline)
 importFrom(graphics,layout)
 importFrom(graphics,legend)
@@ -139,6 +159,7 @@ importFrom(graphics,par)
 importFrom(graphics,plot)
 importFrom(graphics,points)
 importFrom(graphics,polygon)
+importFrom(graphics,text)
 importFrom(greybox,AICc)
 importFrom(greybox,BICc)
 importFrom(greybox,actuals)
@@ -161,6 +182,7 @@ importFrom(greybox,xregExpander)
 importFrom(nloptr,nloptr)
 importFrom(stats,AIC)
 importFrom(stats,BIC)
+importFrom(stats,acf)
 importFrom(stats,as.formula)
 importFrom(stats,coef)
 importFrom(stats,cor)
@@ -175,24 +197,34 @@ importFrom(stats,frequency)
 importFrom(stats,is.ts)
 importFrom(stats,lm)
 importFrom(stats,logLik)
+importFrom(stats,lowess)
 importFrom(stats,median)
+importFrom(stats,na.pass)
 importFrom(stats,nlminb)
 importFrom(stats,nobs)
 importFrom(stats,optim)
 importFrom(stats,optimize)
+importFrom(stats,pacf)
 importFrom(stats,plnorm)
 importFrom(stats,pnorm)
+importFrom(stats,ppoints)
 importFrom(stats,qchisq)
 importFrom(stats,qlnorm)
 importFrom(stats,qnorm)
+importFrom(stats,qqline)
+importFrom(stats,qqnorm)
+importFrom(stats,qqplot)
 importFrom(stats,qt)
 importFrom(stats,quantile)
 importFrom(stats,rbinom)
 importFrom(stats,residuals)
 importFrom(stats,rlnorm)
 importFrom(stats,rnorm)
+importFrom(stats,rstandard)
+importFrom(stats,rstudent)
 importFrom(stats,rt)
 importFrom(stats,runif)
+importFrom(stats,sd)
 importFrom(stats,sigma)
 importFrom(stats,simulate)
 importFrom(stats,start)

NEWS

@@ -1,3 +1,21 @@
+smooth v2.5.5 (Release data: 2020-01-25)
+==============
+
+Changes:
+* sim.es() now will give warnings, when NaNs are produced in the actual values.
+* Fucntions with loss="GTMSE" sometimes could not be estimated because of the exponent in the optimiser. Now it is in logs and at least doable.
+* New function - msdecompose() - which is needed for more advanced ETS. This does multiple seasonal decomposition based on centred moving averages.
+* More advanced plot.smooth(), which now acts similar to plot.greybox(), with similar options of what to plot. The documentation is now available for plot.smooth().
+* Tuning of some methods for the class smooth.
+* forecast with prediction intervals for msdecompose().
+* residuals.smooth() now returns either et or log(1+et) - depending on the type of model (additive / multiplicative).
+* New methods: rstandard() and rstudent() for the smooth class.
+* Updated vignette for oes(), taking the last version of our paper with John E. Boylan.
+
+Bugfix:
+* es() with multiplicative models would fail sometimes in case of bounds="a" because of the negative values. We now restrict the bounds with positive values only.
+
+
 smooth v2.5.4 (Release data: 2019-10-22)
 ==============
 

R/cma.R

@@ -81,7 +81,7 @@ cma <- function(y, order=NULL, silent=TRUE, ...){
     if(any(is.smooth.sim(y))){
         y <- y$data;
     }
-    else if(class(y)=="Mdata"){
+    else if(any(class(y)=="Mdata")){
         y <- ts(c(y$x,y$xx),start=start(y$x),frequency=frequency(y$x));
     }